And while Leinster may currently be the talk of Europe after crushing Ulster 42-14 to claim back-to-back continental titles, Biggar insists the Ospreys believe a surprise could be on the cards at the RDS.
"We're playing with a lot of confidence," said Biggar, whose side have won their last six games and already beaten Leinster home and away this term.
"Steve Tandy's got a big part in that. He's given us a licence (to play) and simplified our game. Big credit to him, Ryan Jones, Adam Jones, Alun Wyn Jones, the whole pack really, who have come back from Wales duty and given absolutely everything to winning this league.
"We certainly have a decent record against them and that brings its own confidence. They are beatable, but at the same time we're fully aware of the magnitude of the test on Sunday.
"We have to play as well as we can for the full 80 minutes to cause an upset."
The Ospreys were simply sensational in thrashing Munster 45-10 at the Liberty Stadium in the semi-finals a fortnight ago as they made up for defeat to the same opposition at the same stage of last year's competition.
But beating the very best in their own backyard would be extra special and would surely send out a message that the current crop of Ospreys really are a force to be reckoned with.
"Leinster are up there, if not the best club side that there's been in recent times. To play them in their own backyard after winning the Heineken Cup is about as tough a test as you're going to get," added Biggar.
"We don't fear it as it is something that we are looking forward to but we're very respectful of the opposition and everything that they have achieved.
"You run out of superlatives about them. To be going for a double is a testament to the fantastic coach they have and a fantastic group of players.
"Games like this on Sunday are why you want to play the game. It's a big chance for us to make a real big statement in terms of European rugby."